+313.3%
ANET vs QS
-24.6%
+337.8%
-50.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | QS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.6% | +1.9% | +3.7% | +5.4% |
| 7D | +3.0% | -3.6% | +6.6% | +3.4% |
| 30D | -5.2% | -17.2% | +12.1% | -3.1% |
| 3M | +27.6% | -27.0% | +54.6% | +31.6% |
| 6M | +44.4% | -24.6% | +69.0% | +47.9% |
| YTD | +52.3% | -49.3% | +101.7% | +61.5% |
| 1Y | +30.4% | -40.3% | +70.8% | +33.9% |
| 3Y | +313.3% | -23.8% | +337.1% | +287.5% |
| All | +313.3% | -24.6% | +337.8% | +287.5% |
Cumulative growth
Daily Returns
Daily percentage return beside QS.
Daily Out/Under-Performance
Portfolio return minus QS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × QS return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 3y: compounded portfolio wealth divided by compounded QS wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
3y analysis · Full analysis span regression · 6 months rolling